A general formulation and solution of fractional optimal control problems (FOCPs) in terms of Caputo fractional derivatives (CFDs) of arbitrary order have been considered in this paper. The performance index (PI) of a FOCP is considered as a function of both the state and control. The dynamic constraint is expressed by a fractional differential equation (FDE) of arbitrary order. A general pseudo-state-space representation of the FDE is presented and based on that, FOCP has been developed. A numerical technique based on Gru¨nwald-Letnikov (G-L) approximation of the FDs is used for solving the resulting equations. Numerical example is presented to show the effectiveness of the formulation and solution scheme.

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